Definitely call FedEx to report that you did not receive the package and ask where it was left. FedEx routinely leaves my packages (in order of frequency):
1. under a bush/beneath the bay window that is next to the front door.
2. in plain sight on the front porch
3. at the next door neighbor's (he receives more packages than I do-his arrive practically daily. Unfortunately, he sometimes opens mine and ALWAYS waits until FedEx calls him to give me the package. I can understand a package the size that he usually receives -trades for Matchbox cars-but not my Victoria Secret!!!
4. tossed over the back of the privacy fence in the back. One time I used points from Zoompanel to redeem for a Hoover Vacumn cleaner-yep-over the back privacy fence. The requested delivery time was after 5 pm-it was tossed over around 10am.
5. inside the screen door
6. in a large flower pot inside the 8 ft privacy fence in the corner
My brother lives just outside a small down on a county rd. FedEx alone of the delivery services leaves his packages:
1. under the mailbox at the start of the lane on the county road-including golf clubs!!!!
2. inside the open garage
3. on the front porch
4. at the kitchen entry steps (easiest place to leave a package except on the road-closest to the driveway entrance)
5. opened the side door to the garage(3 car plus storage) and placed the package inside, under the hunting gear, between the boots-the driver had to walk around the 4 kids' outdoor toys on a dirt path-ignored the open garage /sidewalks to the doors

It took 3 calls to FedEx for the driver to remember that he did this-only after a claim was filed for the $150 insured value could the Driver respond. FedEx first reported it was left at the garage door, then the side door, then the side door to the garage, then that the driver opened the side door and put the package "just inside", then OH, he remembered-under the hunting gear and yeah, between the boots. This was the 3rd call when the local manager made a call back with the driver in his office. Funny, my Brother hasn't had packages left anywhere except the first 3 places since! The manager apologized to my Brother who then explained his usual experiences.
UPS ALWAYS leaves packages on his front porch.
USPS leaves packages at the side of the road (which would drive me crazy-there is more traffic than you would believe) and on the front porch.
One of my brother's neighbors had FedEx leave a package under a very large tree to the right of the house-it was refrigerated medication and marked as such-the neighbor was frantic, the driver stated the he "thought it would be cooler under the tree". Uhhhh, the neighbor had stayed home all day waiting for the delivery and the driver admitted to seeing the front door open
Good luck.